Fact sheet: JPM Eurp Rsch Ehcd IdxEq

Fund information

Fund name
JPM Europe Research Enhanced Index Equity X Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Ido Eisenberg
since 12/11/2012
Francesco Sedati
since 26/09/2014
Fund objective
To achieve a long-term return in excess of the benchmark by investing primarily in a portfolio of European companies; the risk characteristics of the portfolio of securities held by the Sub-Fund will resemble the risk characteristics of the portfolio of securities held in the benchmark.
Benchmark
MSCI Europe
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

18.22 %

1 Year rank in sector

75/225

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 11.0 m

FE Risk score

106

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    27.1%
  • France
    18.2%
  • Germany
    14.9%
  • Switzerland
    13%
  • Netherlands
    6.4%
  • Others
    16%
  • Banks
    15%
  • Consumer Non-Durables
    12.9%
  • Health Care
    12.6%
  • General Industrials
    7.4%
  • UK Equities
    27.1%
  • French Equities
    18.2%
  • German Equities
    14.9%
  • Swiss Equities
    13%
  • Dutch Equities
    6.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.7 %0.58 %18.22 %22.85 %65.03 %
Sector-0.62 %0.47 %16.43 %22.14 %57.99 %
Rank within sector109 / 23388 / 23175 / 22590 / 199 /
Quartile th2 nd2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund10.11 %3.08 %9.2 %7.49 %0 %
Sector10.79 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector113 / 22853 / 217119 / 20047 / 192 /
Quartile th2 nd1 st3 rd1 st th

Risk statistics

Alpha-0.83
Beta1.08
Sharpe0.39
Volatility13.61
Tracking error3.17
Information ratio-0.07
R-Squared0.95

Price movement

52 week high147.06
52 week low121.83
Current bid price0
Current offer price0
Current mid price143.76

Holdings by region

  • 27.1% UK
  • 18.2% France
  • 14.9% Germany
  • 13% Switzerland
  • 6.4% Netherlands
  • 5.8% Spain
  • 3.4% Italy
  • 2.8% Denmark
  • 2.5% Sweden
  • 2.3% Belgium

Holdings by sector

  • 16% Others
  • 15% Banks
  • 12.9% Consumer Non-Durables
  • 12.6% Health Care
  • 7.4% General Industrials
  • 6.6% Oil & Gas
  • 6.3% Insurance
  • 5.4% Retail
  • 4.6% Technology
  • 4.5% Real Estate & Construction

Holdings by asset type

  • 27.1% UK Equities
  • 18.2% French Equities
  • 14.9% German Equities
  • 13% Swiss Equities
  • 6.4% Dutch Equities
  • 5.8% Spanish Equities
  • 3.4% Italian Equities
  • 2.8% Danish Equities
  • 2.5% Swedish Equities
  • 2.3% Belgian Equities

Individual holdings

  • 3.3% NESTLE SA
  • 3.3% ROYAL DUTCH SHELL
  • 2.5% ROCHE HLDG AG
  • 2.3% UNILEVER
  • 2% TOTAL SA
  • 1.9% HSBC HLDGS
  • 1.8% BRITISH AMERICAN TOBACCO
  • 1.8% NOVARTIS AG
  • 1.8% SAP SE
  • 1.8% SIEMENS AG